-85.1%
RUN vs EPAM
-75.7%
-9.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -13.5% | +2.4% | -15.9% | -14.5% |
| 30D | +18.3% | +42.3% | -24.0% | +3.6% |
| 3M | -12.5% | +60.7% | -73.1% | -27.0% |
| 6M | -40.3% | +80.5% | -120.8% | -53.3% |
| YTD | -53.1% | -20.4% | -32.7% | -50.8% |
| 1Y | -54.3% | -9.6% | -44.7% | -54.5% |
| 3Y | -6.5% | -30.5% | +24.0% | -1.6% |
| All | -85.1% | -75.7% | -9.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling